CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 08-Jun-2021

Day Change Summary
	Previous	Current
	07-Jun-2021	08-Jun-2021	Change	Change %	Previous Week
Open	0.8282	0.8276	-0.0006	-0.1%	0.8282
High	0.8294	0.8284	-0.0010	-0.1%	0.8328
Low	0.8260	0.8253	-0.0008	-0.1%	0.8242
Close	0.8284	0.8261	-0.0024	-0.3%	0.8282
Range	0.0034	0.0032	-0.0002	-6.0%	0.0086
ATR	0.0050	0.0049	-0.0001	-2.6%	0.0000
Volume	49,942	90,542	40,600	81.3%	295,145

Daily Pivots for day following 08-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8360	0.8342	0.8278
R3	0.8329	0.8310	0.8269
R2	0.8297	0.8297	0.8266
R1	0.8279	0.8279	0.8263	0.8272
PP	0.8266	0.8266	0.8266	0.8262
S1	0.8247	0.8247	0.8258	0.8241
S2	0.8234	0.8234	0.8255
S3	0.8203	0.8216	0.8252
S4	0.8171	0.8184	0.8243

Weekly Pivots for week ending 04-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8542	0.8498	0.8329
R3	0.8456	0.8412	0.8305
R2	0.8370	0.8370	0.8297
R1	0.8326	0.8326	0.8289	0.8305
PP	0.8284	0.8284	0.8284	0.8273
S1	0.8240	0.8240	0.8274	0.8219
S2	0.8198	0.8198	0.8266
S3	0.8112	0.8154	0.8258
S4	0.8026	0.8068	0.8234

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8313	0.8242	0.0071	0.9%	0.0043	0.5%	26%	False	False	66,739
10	0.8328	0.8235	0.0093	1.1%	0.0046	0.6%	27%	False	False	69,311
20	0.8328	0.8195	0.0133	1.6%	0.0050	0.6%	49%	False	False	70,607
40	0.8328	0.7904	0.0425	5.1%	0.0052	0.6%	84%	False	False	73,093
60	0.8328	0.7904	0.0425	5.1%	0.0051	0.6%	84%	False	False	70,313
80	0.8328	0.7836	0.0492	6.0%	0.0053	0.6%	86%	False	False	57,312
100	0.8328	0.7766	0.0563	6.8%	0.0053	0.6%	88%	False	False	45,898
120	0.8328	0.7723	0.0605	7.3%	0.0052	0.6%	89%	False	False	38,264

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.8418
2.618	0.8366
1.618	0.8335
1.000	0.8316
0.618	0.8303
HIGH	0.8284
0.618	0.8272
0.500	0.8268
0.382	0.8265
LOW	0.8253
0.618	0.8233
1.000	0.8221
1.618	0.8202
2.618	0.8170
4.250	0.8119

Fisher Pivots for day following 08-Jun-2021
Pivot	1 day	3 day
R1	0.8268	0.8268
PP	0.8266	0.8265
S1	0.8263	0.8263

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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